Citi Call 4 AF 16.09.2021/  DE000KE0D411  /

EUWAX
7/28/2021  9:13:03 AM Chg.- Bid8:34:13 AM Ask8:34:13 AM Underlying Strike price Expiration date Option type
0.250EUR - -
Bid Size: -
-
Ask Size: -
Air France-KLM 4.00 - 9/16/2021 Call

Master data

WKN: KE0D41
Issuer: Citi
Currency: EUR
Underlying: Air France-KLM
Type: Warrant
Option type: Call
Strike price: 4.00 -
Maturity: 9/16/2021
Issue date: 11/17/2020
Last trading day: 7/29/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 16.99
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.08
Implied volatility: 0.57
Historic volatility: 0.52
Parity: 0.08
Time value: 0.16
Break-even: 4.24
Moneyness: 1.02
Premium: 0.04
Premium p.a.: 0.38
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.44
Theta: 0.00
Omega: 7.53
Rho: 0.00
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.230
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -19.35%
3 Months
  -71.26%
YTD
  -83.87%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.250 0.250
1M High / 1M Low: 0.400 0.120
6M High / 6M Low: 1.780 0.120
High (YTD): 3/1/2021 1.780
Low (YTD): 7/15/2021 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.250
Avg. volume 1W:   0.000
Avg. price 1M:   0.224
Avg. volume 1M:   0.000
Avg. price 6M:   0.903
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   328.15%
Volatility 6M:   175.24%
Volatility 1Y:   -
Volatility 3Y:   -